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Strategies & Market Trends : Option Spreads, Credit my Debit -- Ignore unavailable to you. Want to Upgrade?


To: Robert V. Cavaleri who wrote (1923)1/20/2001 2:30:30 PM
From: KFE  Respond to of 2317
 
Robert,

Vertical Skew- the difference in IV between the strikes in the same expiration cycle.

Horizontal Skew- the difference in IV between same strike options with different expiration cycles.

Regards,

Ken